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Desempeño Económico Agregado y Mercado Accionario: Un Análisis Empírico para el Caso Chileno

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  • Jorge Gregoire
  • Leonardo Letelier

Abstract

This paper is aimed to analyse in a dymanic context, the aggregate behaviour of the Chilean stock market. The theoretical framework in which this study is based on, hinges upon the view that asset prices relate to a number of state variables, which captur

Suggested Citation

  • Jorge Gregoire & Leonardo Letelier, 1998. "Desempeño Económico Agregado y Mercado Accionario: Un Análisis Empírico para el Caso Chileno," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 35(105), pages 183-203.
    • Handle: RePEc:ioe:cuadec:v:35:y:1998:i:105:p:183-203
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    File URL: http://www.economia.uc.cl/docs/105grega.pdf
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    More about this item

    Keywords

    Series de tiempo; mercados financieros;

    JEL classification:

    • C34 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Truncated and Censored Models; Switching Regression Models
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy

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